Cut the parsnips into 1-inch lengths.

Melt 4 tablespoons of the butter in a large skillet over medium heat. Add the parsnips and toss to coat. Pour in the water and cover the pan. Simmer until parsnips are tender when pierced, 15 to 20 minutes.

Sprinkle with salt, pepper, and nutmeg. Add the remaining 2 tablespoons of butter, the marmalade, and lemon juice. Increase the heat and stir constantly until the liquid evaporates and a syrupy glaze is left. Toss to coat all the nuggets evenly and transfer to a vegetable dish. Serve warm.